Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 80'300 | 80'300 | 80'269 | 80'269 | 748'047 CHF | 748'850 CHF | 100.00% | 100.00% |
22.05.2024 | 0.11% | 9.32 CHF | 9.33 CHF | 80'400 | 80'400 | 79'793 | 79'793 | 744'377 CHF | 745'175 CHF | 100.00% | 100.00% |
21.05.2024 | 0.11% | 9.44 CHF | 9.45 CHF | 79'400 | 79'400 | 79'221 | 79'221 | 746'284 CHF | 747'077 CHF | 99.14% | 99.14% |
17.05.2024 | 0.10% | 9.50 CHF | 9.51 CHF | 78'200 | 78'200 | 77'239 | 77'239 | 735'326 CHF | 736'099 CHF | 100.00% | 100.00% |
16.05.2024 | 0.10% | 9.63 CHF | 9.64 CHF | 76'600 | 76'600 | 76'170 | 76'170 | 739'222 CHF | 739'984 CHF | 100.00% | 100.00% |
15.05.2024 | 0.10% | 9.68 CHF | 9.69 CHF | 76'000 | 76'000 | 75'742 | 75'742 | 737'846 CHF | 738'606 CHF | 100.00% | 100.00% |
14.05.2024 | 0.10% | 9.73 CHF | 9.74 CHF | 75'900 | 75'900 | 75'355 | 75'355 | 736'435 CHF | 737'189 CHF | 99.99% | 99.99% |
13.05.2024 | 0.10% | 9.80 CHF | 9.81 CHF | 75'000 | 75'000 | 74'940 | 74'940 | 738'428 CHF | 739'177 CHF | 100.00% | 100.00% |
10.05.2024 | 0.10% | 9.91 CHF | 9.92 CHF | 75'000 | 75'000 | 74'519 | 74'519 | 736'835 CHF | 737'580 CHF | 100.00% | 100.00% |
08.05.2024 | 0.10% | 9.92 CHF | 9.93 CHF | 74'600 | 74'600 | 74'539 | 74'539 | 739'654 CHF | 740'399 CHF | 99.16% | 99.16% |